0.20Open0.15Pre Close883 Volume1.08K Open Interest9.00Strike Price22.29KTurnover42.60%IV6.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4089Delta0.3897Gamma31.56Leverage Ratio-0.0078Theta0.0024Rho12.91Eff Leverage0.0091Vega